+4.6%
TSLA vs ACM
-45.8%
+50.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | +1.5% | -3.7% | +5.3% | +2.3% |
| 30D | +10.1% | -11.1% | +21.2% | +12.3% |
| 3M | -15.4% | -8.0% | -7.4% | -14.3% |
| 6M | -12.8% | -29.7% | +16.9% | -5.4% |
| YTD | -21.3% | -29.4% | +8.1% | -14.9% |
| 1Y | +4.6% | -46.4% | +51.0% | +21.8% |
| All | +4.6% | -45.8% | +50.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling